-11.4%
BA vs AUR
-35.0%
+23.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -1.2% | +11.1% | -12.3% | -2.3% |
| 30D | -11.3% | -6.9% | -4.5% | -10.8% |
| 3M | -3.8% | +5.5% | -9.3% | -4.8% |
| 6M | -8.3% | +41.0% | -49.3% | -12.5% |
| YTD | -4.9% | +69.3% | -74.2% | -11.4% |
| 1Y | -10.1% | +14.0% | -24.1% | -13.0% |
| 3Y | -2.3% | +90.1% | -92.4% | -17.1% |
| 5Y | -3.5% | -34.4% | +30.9% | -23.1% |
| All | -11.4% | -35.0% | +23.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling